On cross-correlogram estimators of the response function in continuous linear systems from discrete observations

DOI10.1515/rose.1999.7.1.71zbMath0934.62096OpenAlexW2071958777MaRDI QIDQ4940242

V. V. Buldygin, Viktor Kurotschka

Publication date: 2 March 2000

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1999.7.1.71

zbMATH Keywords

discrete observationscontinuous linear systemscross-correlogram estimators

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

Estimation of impulse response functions in two-output systems ⋮ Cross-correlogram estimators of impulse response functions ⋮ Statistical hypothesis testing for the shape of impulse response function

This page was built for publication: On cross-correlogram estimators of the response function in continuous linear systems from discrete observations